A baised coin with probability p(0<p<1) of heads is tossed until a head appears for the first time. If the probability that the number of tosses required is even is 25, find 3p.
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Solution
Let X denote the number of tosses required. Then P(X=r)=(1−p)r−1p for r=1,2,3,... Let E denote the event that the number of tosses required is even. Then P(E)=P[(X=2)∪(X=4)∪(X=6)∪...]